The next generation investment portfolio analytics solution

It allows to calculate and analyze performance in an efficient and personalized manner

Aurora is the calculation and reporting platform for Performance Measurement and Performance Attribution which allows the performance quantification of the set of porfolios and strategies managed by the investment team.

Performance Measurement

Performance analysis of investment portfolios using ratios and metrics, considering the assumed risks. (Net/gross returns, Sharpe Ratio, betas, Tracking error, VaR, etc…)

Performance attribution

Wide range of models and methodologies to analyze the origin of performance regarding to its benchmarks.

Benchmarking

Portfolio performance compared to a customizable benchmark (an index, basket of indices, etc …) or the risk free interest rate

Commercial tool

Aurora’s commercial report module is a tool that allows to generate and present reports, both of its own results and the position against the competition, presenting the key data in a structured and simple way for a better understanding by the client

Differential factors

Aurora stands out in the asset management field offering a wide and flexible range of metrics, and a clear and customizable reporting system being economically competitive

More than a calculator

Provides key information to make strategic and crucial investment decisions, allowing to know and control the situation of the portfolios based on their own net or gross yield and related to a market or synthetic benchmark

Performance Measurement

Wide range of PM metrics available: Information Ratio, volatility, VaR, Sharpe ratio, Calmar, Treynor, Sterling, Trackin Error…
Inclusion of new PM metrics or own metrics in a quick and easy way
Measuring net and gross yields

Performance Attribution

It attributes the excess return to its different risk factors with respect to the selection of titles and assets (excess return, carry effect, convexity effect, residual effect, etc…)
Bottom-up and top-down methodologies for Fixed Income
Effects of asset allocation, selection and interaction
Arithmetic and geometric methodologies

User oriented

Aurora provides key information to make crucial strategic investment decisions. It also displays the net and gross performance of their portfolios in relation to a given market or a pre-defined synthetic benchmark, while providing users with full operational capacity.

Flexible reporting

Maximum Customization

Collaborative and comprehensive

Cloud technology solution and Big Data infrastructure, providing users with agility, scalable and automatic processing capacity, unlimited storage capacity and easy integration with other systems of the entity

Native solution
in an ecosystem
of AWS Cloud services

Distributed computing and
hardware scalability

Integration with optimized information calculation, storage and operation services

Commercial Analysis

Aurora's commercial report module is a tool that allows to generate and present reports, both of its own results and the position against the competition, presenting the key data in a structured and simple way for a better understanding by the client